Both ways will import the full size pics with all exif data intact.
Which one you use depends on where you wish to store the photos imported. Using the Photos app will import to that app and allow you to edit and search and organise all within the app. Using ImageCapture will allow the pics to be stored wherever you like - in any folder on any disc, anywhere.
Personally I use iCloud to do the importing - all automatic, but this might not be right for you. When I import from my 'real' cameras I just drag and drop from the Finder and from there import to the Photos app. This means I have two copies of everything. But again this might not be right for you.